Marcel Müller

Karlsruhe Institute of Technology (KIT) - Institute for Finance

P.O. Box 6980

D-76049 Karlsruhe, DE

Germany

http://derivate.fbv.kit.edu/english/Staff_1444.php

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Fake Alpha

Number of pages: 58 Posted: 18 Jan 2017 Last Revised: 08 Mar 2021
Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 884 (52,059)

Abstract:

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mutual funds, active management, managerial skill, alpha

2.

Expected Bond Liquidity

Number of pages: 87 Posted: 14 Jul 2020 Last Revised: 11 Dec 2023
Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT), Institute for Finance, University of Stuttgart and Karlsruhe Institute of Technology
Downloads 486 (112,120)
Citation 1

Abstract:

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bond liquidity, bid-ask spread, forecasting, asset pricing, bond funds, machine learning, downside risk

3.

Drivers of Sovereign Recovery Risk

Number of pages: 35 Posted: 07 May 2015 Last Revised: 20 Nov 2020
Marcel Müller and Marliese Uhrig-Homburg
Karlsruhe Institute of Technology (KIT) - Institute for Finance and Karlsruhe Institute of Technology (KIT) - Institute for Finance
Downloads 224 (257,394)

Abstract:

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sovereign debt, sovereign recovery risk